Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.549 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47325.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45930.77 Kr¶

PnL: ---------------------------------------> -957.8 Kr¶

DD now: ---------------------------------> -2.682 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 12:13:50.814246'

Anic Portfolio¶

Today¶

Return: -0.229 %¶

This Week¶

Return: -1.225 %¶

Total¶

Return: 54.932 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 15.560000 799.200000 126.200000 18.750000 673.000000
SAAB B 8 1.130000 3446.400000 69.400000 2.060000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.460000 390.200000 35.200000 9.920000 355.000000
Intrum 4 5.960000 561.800000 34.800000 6.600000 527.000000
AcadeMedia 12 -0.610000 582.000000 25.000000 4.490000 557.000004
Corem Property Group B 59 -3.440000 595.900000 18.900000 3.280000 576.999999
Resurs Holding 22 -1.720000 591.580000 17.580000 3.060000 573.999998
Swedbank A 3 -0.600000 576.300000 12.300000 2.180000 564.000000
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Securitas B 6 -0.540000 575.640000 5.640000 0.990000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Boozt 12 -0.650000 1657.200000 3.200000 0.190000 1653.999996
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.870000 245.520000 -0.480000 -0.200000 246.000000
Nordea Bank Abp 29 -0.590000 3448.680000 -5.320000 -0.150000 3453.999992
CTEK 13 -0.710000 525.330000 -8.670000 -1.620000 533.999999
Handelsbanken A 5 -0.880000 535.000000 -11.000000 -2.010000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -4.040000 536.600000 -37.400000 -6.520000 574.000000
International Petroleum Corp. 5 -1.090000 546.500000 -48.070000 -8.080000 594.565215
Beijer Electronics Group 26 -7.120000 2917.200000 -53.800000 -1.810000 2971.000006
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 0.580000 1411.200000 -252.800000 -15.190000 1663.999992
Axfood 13 -3.200000 3461.900000 -294.100000 -7.830000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45930.770000 -957.800000 -2.68177% 46888.564618

Updated:¶

'2023-01-26 12:14:03.828080'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶